And you get those files by compiling the source, in Dream Maker.
Build -> Compile
Build -> Clean Compile (To keep out unused files)
Afterwards, your files ( *.dmb / *.rsc ) will be in the same folder as the .dme file.

Doing the normal Compile before doing Clean Compile is an unnecessary step. You can just Clean Compile. And to get a zipped file with the necessary host files, you can go to Build -> Package Files... -> World Executable Files and select a save directory to save the zipped file, and hit Finish.